Trading Metrics calculated at close of trading on 03-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
9,860 |
9,685 |
-175 |
-1.8% |
10,075 |
High |
9,885 |
9,695 |
-190 |
-1.9% |
10,155 |
Low |
9,665 |
9,525 |
-140 |
-1.4% |
9,765 |
Close |
9,670 |
9,665 |
-5 |
-0.1% |
9,830 |
Range |
220 |
170 |
-50 |
-22.7% |
390 |
ATR |
166 |
167 |
0 |
0.2% |
0 |
Volume |
11,516 |
15,587 |
4,071 |
35.4% |
36,881 |
|
Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,138 |
10,072 |
9,759 |
|
R3 |
9,968 |
9,902 |
9,712 |
|
R2 |
9,798 |
9,798 |
9,696 |
|
R1 |
9,732 |
9,732 |
9,681 |
9,680 |
PP |
9,628 |
9,628 |
9,628 |
9,603 |
S1 |
9,562 |
9,562 |
9,650 |
9,510 |
S2 |
9,458 |
9,458 |
9,634 |
|
S3 |
9,288 |
9,392 |
9,618 |
|
S4 |
9,118 |
9,222 |
9,572 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,087 |
10,848 |
10,045 |
|
R3 |
10,697 |
10,458 |
9,937 |
|
R2 |
10,307 |
10,307 |
9,902 |
|
R1 |
10,068 |
10,068 |
9,866 |
9,993 |
PP |
9,917 |
9,917 |
9,917 |
9,879 |
S1 |
9,678 |
9,678 |
9,794 |
9,603 |
S2 |
9,527 |
9,527 |
9,759 |
|
S3 |
9,137 |
9,288 |
9,723 |
|
S4 |
8,747 |
8,898 |
9,616 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,050 |
9,525 |
525 |
5.4% |
194 |
2.0% |
27% |
False |
True |
11,716 |
10 |
10,190 |
9,525 |
665 |
6.9% |
156 |
1.6% |
21% |
False |
True |
9,794 |
20 |
10,255 |
9,465 |
790 |
8.2% |
181 |
1.9% |
25% |
False |
False |
9,936 |
40 |
10,255 |
9,315 |
940 |
9.7% |
163 |
1.7% |
37% |
False |
False |
8,930 |
60 |
10,255 |
9,315 |
940 |
9.7% |
131 |
1.4% |
37% |
False |
False |
6,492 |
80 |
10,255 |
9,315 |
940 |
9.7% |
102 |
1.1% |
37% |
False |
False |
4,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,418 |
2.618 |
10,140 |
1.618 |
9,970 |
1.000 |
9,865 |
0.618 |
9,800 |
HIGH |
9,695 |
0.618 |
9,630 |
0.500 |
9,610 |
0.382 |
9,590 |
LOW |
9,525 |
0.618 |
9,420 |
1.000 |
9,355 |
1.618 |
9,250 |
2.618 |
9,080 |
4.250 |
8,803 |
|
|
Fisher Pivots for day following 03-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
9,647 |
9,788 |
PP |
9,628 |
9,747 |
S1 |
9,610 |
9,706 |
|